摘要
在鞅差误差序列下，给出了半参数回归模型中有关参数β和ｇ（ｔ）的近邻估计，研究了估计量的相合性，在相当一般的条件下，得到了理想的结果．
In this paper, Under martingale difference error sequence, the near neighbour estimators of both parameter β and nonparameter g(t) in semiparametric regression model are given. The consistency of near neighbour estimators is studied, under some fairly general conditions, the good results are obtained.
出处
《应用概率统计》
CSCD
北大核心
2001年第1期44-50,共7页
Chinese Journal of Applied Probability and Statistics
